+23.4%
ISRG vs FND
-48.3%
+71.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.2% |
| 7D | -1.6% | -5.2% | +3.6% | -0.6% |
| 30D | -2.3% | -19.9% | +17.6% | +2.0% |
| 3M | -12.4% | +2.7% | -15.2% | -13.6% |
| 6M | -26.8% | -21.7% | -5.2% | -24.0% |
| YTD | -35.3% | -17.5% | -17.7% | -33.9% |
| 1Y | -19.3% | -39.3% | +20.0% | -12.2% |
| All | +23.4% | -48.3% | +71.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling